{"schema_version":1,"publisher":"Half on a Double","data_through":"2026-10-16","frequency":"end-of-day","methodology":"market-implied-carry-v1","generation":"market-implied-carry-analytics-20260917T000000Z","canonical_url":"https://halfonadouble.com/stock/ILMN","markdown_url":null,"history_url":"https://halfonadouble.com/api/v1/history/ILMN.csv","advanced_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILMN.json?date=2026-10-16&public_schema=4","definitions_url":"https://halfonadouble.com/methodology.md","license_url":"https://halfonadouble.com/terms.md","disclaimer_url":"https://halfonadouble.com/disclaimer.md","symbol":"ILMN","page_tier":"B","units":{"prices":"USD per share","open_interest":"option contracts","gamma_exposure":"modeled dollar-delta change per USD 1 underlying move","gamma_exposure_normalized":"modeled gamma exposure per 100,000 open option contracts","distances":"percent of close","forward_outcomes":"close-to-close percent return"},"snapshot":{"close":262.5400085449219,"previous_close":267.92999267578125,"delta_neutral":240.42360516981188,"gamma_neutral":253.4952312304615,"gamma_max":361.364322384872,"total_open_interest":22541,"previous_open_interest":30542,"listed_contracts":320,"listed_calls":252,"listed_puts":204,"gamma_max_distance_pct":37.64162056201077,"delta_neutral_distance_pct":-8.424012590570847,"gamma_neutral_distance_pct":-3.4451043726970685,"open_interest_change_1d_pct":-26.196712723462774,"call_open_interest":13530,"put_open_interest":9011,"put_call_open_interest_ratio":0.6660014781966002,"nearest_expiration_max_pain":300,"nearest_expiration_max_pain_expiry":"2026-11-20","nearest_expiration_max_pain_distance_pct":14.268298253928236,"all_expiration_max_pain":200,"net_gamma_exposure":19090.963174766057,"net_gamma_exposure_per_100k_open_interest":84694.39321576708,"gamma_exposure_flip":253.4952312304615,"gamma_exposure_flip_distance_pct":-3.4451043726970685,"call_wall":230,"call_wall_distance_pct":-12.394304671988355,"put_wall":300,"put_wall_distance_pct":14.268298253928236,"gamma_max_cross_direction":null,"delta_neutral_cross_direction":null,"open_interest_rank":1379},"history_summary":null,"advanced_options":{"data_through":"2026-10-16","analysis_coverage":1,"catalyst_score":null,"directional_score":null,"catalyst_reasons":[],"features":{"price":262.54,"totalOi":32108,"analysisCoverage":1,"avgIvPct":154.3,"ivRank":52.6,"iv52wHighPct":239.3,"iv52wLowPct":59.8,"frontDte":35,"termPremiumPp":6.6725,"riskReversalFrontPp":2.54,"riskReversal30dPp":2.54,"butterflyFrontPp":1.41,"butterfly30dPp":1.41,"putCallOiRatio":0.695,"putCallOiFrontRatio":2.346,"putCallVolumeFrontRatio":1.079,"optionVolume":2737,"volumeOiRatio":0.085244,"netDeltaNormalized":0.182686,"dealerDeltaNormalized":-0.172143,"gexPer100kOi":-5988239.753333,"vannaPer100kOi":-464.058802,"charmPer100kOi":1091304.347826,"weekendDeltaShiftPer100kOi":3273913.043478,"ivSurfaceRangePp":15.1,"gammaFlipDistancePct":-40.694751,"maxPainDistancePct":-12.394302,"peakCallDistancePct":10.459359,"peakPutDistancePct":-8.585358},"complete_analysis_url":"https://halfonadouble.com/api/v1/analysis/ILMN.json?date=2026-10-16&public_schema=4","interpretation":"Catalyst intensity ranks unusual option pricing and activity; it does not identify the event, predict direction or recommend a trade. Directional score summarizes relative positioning under documented model conventions."},"gamma_max_cross_outcomes":[],"missing_value_semantics":"null means unavailable; it never means zero","interpretation":"These are descriptive end-of-day model outputs. Signed GEX uses the published call-positive, put-negative convention and is not observed dealer inventory. None of the fields are live prices, predictions or investment advice."}